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  <div class="headertitle"><div class="title">shark::LassoRegression&lt; InputVectorType &gt; Class Template Reference<div class="ingroups"><a class="el" href="group__supervised__trainer.html">Supervised Trainers</a></div></div></div>
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<p>LASSO Regression.  
 <a href="classshark_1_1_lasso_regression.html#details">More...</a></p>

<p><code>#include &lt;<a class="el" href="_lasso_regression_8h_source.html">shark/Algorithms/Trainers/LassoRegression.h</a>&gt;</code></p>
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  <img id="dynsection-0-trigger" src="closed.png" alt="+"/> Inheritance diagram for shark::LassoRegression&lt; InputVectorType &gt;:</div>
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<div class="center"><img src="classshark_1_1_lasso_regression__inherit__graph.png" border="0" usemap="#ashark_1_1_lasso_regression_3_01_input_vector_type_01_4_inherit__map" alt="Inheritance graph"/></div>
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<table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a id="pub-types" name="pub-types"></a>
Public Types</h2></td></tr>
<tr class="memitem:aaa5953a1525e6777f08097307bf5b792" id="r_aaa5953a1525e6777f08097307bf5b792"><td class="memItemLeft" align="right" valign="top">typedef <a class="el" href="classshark_1_1_linear_model.html">LinearModel</a>&lt; InputVectorType &gt;&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classshark_1_1_lasso_regression.html#aaa5953a1525e6777f08097307bf5b792">ModelType</a></td></tr>
<tr class="separator:aaa5953a1525e6777f08097307bf5b792"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:ad09457449981c6e602f53d65d184c1a7" id="r_ad09457449981c6e602f53d65d184c1a7"><td class="memItemLeft" align="right" valign="top">typedef <a class="el" href="classshark_1_1_labeled_data.html">LabeledData</a>&lt; InputVectorType, RealVector &gt;&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classshark_1_1_lasso_regression.html#ad09457449981c6e602f53d65d184c1a7">DataType</a></td></tr>
<tr class="separator:ad09457449981c6e602f53d65d184c1a7"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="inherit_header pub_types_classshark_1_1_abstract_trainer"><td colspan="2" onclick="javascript:toggleInherit('pub_types_classshark_1_1_abstract_trainer')"><img src="closed.png" alt="-"/>&#160;Public Types inherited from <a class="el" href="classshark_1_1_abstract_trainer.html">shark::AbstractTrainer&lt; Model, LabelTypeT &gt;</a></td></tr>
<tr class="memitem:a0d5c9d35b614d6a33e4e8bfeaf1e9298 inherit pub_types_classshark_1_1_abstract_trainer" id="r_a0d5c9d35b614d6a33e4e8bfeaf1e9298"><td class="memItemLeft" align="right" valign="top">typedef Model&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classshark_1_1_abstract_trainer.html#a0d5c9d35b614d6a33e4e8bfeaf1e9298">ModelType</a></td></tr>
<tr class="separator:a0d5c9d35b614d6a33e4e8bfeaf1e9298 inherit pub_types_classshark_1_1_abstract_trainer"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a0cfa7cdd27b8bb162e64188095f8fa71 inherit pub_types_classshark_1_1_abstract_trainer" id="r_a0cfa7cdd27b8bb162e64188095f8fa71"><td class="memItemLeft" align="right" valign="top">typedef ModelType::InputType&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classshark_1_1_abstract_trainer.html#a0cfa7cdd27b8bb162e64188095f8fa71">InputType</a></td></tr>
<tr class="separator:a0cfa7cdd27b8bb162e64188095f8fa71 inherit pub_types_classshark_1_1_abstract_trainer"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:aa4e344106831fb8227c2120681588ea9 inherit pub_types_classshark_1_1_abstract_trainer" id="r_aa4e344106831fb8227c2120681588ea9"><td class="memItemLeft" align="right" valign="top">typedef LabelTypeT&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classshark_1_1_abstract_trainer.html#aa4e344106831fb8227c2120681588ea9">LabelType</a></td></tr>
<tr class="separator:aa4e344106831fb8227c2120681588ea9 inherit pub_types_classshark_1_1_abstract_trainer"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:aa4730fe9d59622d35d95cd4233f8d7af inherit pub_types_classshark_1_1_abstract_trainer" id="r_aa4730fe9d59622d35d95cd4233f8d7af"><td class="memItemLeft" align="right" valign="top">typedef <a class="el" href="classshark_1_1_labeled_data.html">LabeledData</a>&lt; <a class="el" href="classshark_1_1_abstract_trainer.html#a0cfa7cdd27b8bb162e64188095f8fa71">InputType</a>, <a class="el" href="classshark_1_1_abstract_trainer.html#aa4e344106831fb8227c2120681588ea9">LabelType</a> &gt;&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classshark_1_1_abstract_trainer.html#aa4730fe9d59622d35d95cd4233f8d7af">DatasetType</a></td></tr>
<tr class="separator:aa4730fe9d59622d35d95cd4233f8d7af inherit pub_types_classshark_1_1_abstract_trainer"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="inherit_header pub_types_classshark_1_1_i_parameterizable"><td colspan="2" onclick="javascript:toggleInherit('pub_types_classshark_1_1_i_parameterizable')"><img src="closed.png" alt="-"/>&#160;Public Types inherited from <a class="el" href="classshark_1_1_i_parameterizable.html">shark::IParameterizable&lt; VectorType &gt;</a></td></tr>
<tr class="memitem:a2ad5e2e60b2b352988b41f46024d790b inherit pub_types_classshark_1_1_i_parameterizable" id="r_a2ad5e2e60b2b352988b41f46024d790b"><td class="memItemLeft" align="right" valign="top">typedef <a class="el" href="_c_svm_linear_8cpp.html#ab106d665148183a2dc94dcf8716c9203">VectorType</a>&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classshark_1_1_i_parameterizable.html#a2ad5e2e60b2b352988b41f46024d790b">ParameterVectorType</a></td></tr>
<tr class="separator:a2ad5e2e60b2b352988b41f46024d790b inherit pub_types_classshark_1_1_i_parameterizable"><td class="memSeparator" colspan="2">&#160;</td></tr>
</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a id="pub-methods" name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr class="memitem:a6d72b15b0f10134187f75ecf51d2dde2" id="r_a6d72b15b0f10134187f75ecf51d2dde2"><td class="memItemLeft" align="right" valign="top">&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classshark_1_1_lasso_regression.html#a6d72b15b0f10134187f75ecf51d2dde2">LassoRegression</a> (double <a class="el" href="classshark_1_1_lasso_regression.html#a424828aaade483a29aab0382ebbaceb8">lambda</a>, double <a class="el" href="classshark_1_1_lasso_regression.html#a9b0659679b615f23713ac8a3669e6de1">accuracy</a>=0.01)</td></tr>
<tr class="memdesc:a6d72b15b0f10134187f75ecf51d2dde2"><td class="mdescLeft">&#160;</td><td class="mdescRight">Constructor.  <br /></td></tr>
<tr class="separator:a6d72b15b0f10134187f75ecf51d2dde2"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:ad8508272dd9a2c5821c85587c26dd3b2" id="r_ad8508272dd9a2c5821c85587c26dd3b2"><td class="memItemLeft" align="right" valign="top">std::string&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classshark_1_1_lasso_regression.html#ad8508272dd9a2c5821c85587c26dd3b2">name</a> () const</td></tr>
<tr class="memdesc:ad8508272dd9a2c5821c85587c26dd3b2"><td class="mdescLeft">&#160;</td><td class="mdescRight">From <a class="el" href="classshark_1_1_i_nameable.html" title="This class is an interface for all objects which can have a name.">INameable</a>: return the class name.  <br /></td></tr>
<tr class="separator:ad8508272dd9a2c5821c85587c26dd3b2"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a424828aaade483a29aab0382ebbaceb8" id="r_a424828aaade483a29aab0382ebbaceb8"><td class="memItemLeft" align="right" valign="top">double&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classshark_1_1_lasso_regression.html#a424828aaade483a29aab0382ebbaceb8">lambda</a> () const</td></tr>
<tr class="memdesc:a424828aaade483a29aab0382ebbaceb8"><td class="mdescLeft">&#160;</td><td class="mdescRight">Return the current setting of the regularization parameter.  <br /></td></tr>
<tr class="separator:a424828aaade483a29aab0382ebbaceb8"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:ad0a5195a4cf6ad535238f9330e61abd9" id="r_ad0a5195a4cf6ad535238f9330e61abd9"><td class="memItemLeft" align="right" valign="top">void&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classshark_1_1_lasso_regression.html#ad0a5195a4cf6ad535238f9330e61abd9">setLambda</a> (double <a class="el" href="classshark_1_1_lasso_regression.html#a424828aaade483a29aab0382ebbaceb8">lambda</a>)</td></tr>
<tr class="memdesc:ad0a5195a4cf6ad535238f9330e61abd9"><td class="mdescLeft">&#160;</td><td class="mdescRight">Set the regularization parameter.  <br /></td></tr>
<tr class="separator:ad0a5195a4cf6ad535238f9330e61abd9"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a9b0659679b615f23713ac8a3669e6de1" id="r_a9b0659679b615f23713ac8a3669e6de1"><td class="memItemLeft" align="right" valign="top">double&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classshark_1_1_lasso_regression.html#a9b0659679b615f23713ac8a3669e6de1">accuracy</a> () const</td></tr>
<tr class="memdesc:a9b0659679b615f23713ac8a3669e6de1"><td class="mdescLeft">&#160;</td><td class="mdescRight">Return the current setting of the accuracy (maximal gradient component of the optimization problem).  <br /></td></tr>
<tr class="separator:a9b0659679b615f23713ac8a3669e6de1"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a02b6de49b279a6bb90e1fcbd213a889f" id="r_a02b6de49b279a6bb90e1fcbd213a889f"><td class="memItemLeft" align="right" valign="top">void&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classshark_1_1_lasso_regression.html#a02b6de49b279a6bb90e1fcbd213a889f">setAccuracy</a> (double <a class="el" href="classshark_1_1_lasso_regression.html#a9b0659679b615f23713ac8a3669e6de1">accuracy</a>)</td></tr>
<tr class="memdesc:a02b6de49b279a6bb90e1fcbd213a889f"><td class="mdescLeft">&#160;</td><td class="mdescRight">Set the accuracy (maximal gradient component of the optimization problem).  <br /></td></tr>
<tr class="separator:a02b6de49b279a6bb90e1fcbd213a889f"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:aa23ec16704158ce8b7f5d7f501f4429a" id="r_aa23ec16704158ce8b7f5d7f501f4429a"><td class="memItemLeft" align="right" valign="top">RealVector&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classshark_1_1_lasso_regression.html#aa23ec16704158ce8b7f5d7f501f4429a">parameterVector</a> () const</td></tr>
<tr class="memdesc:aa23ec16704158ce8b7f5d7f501f4429a"><td class="mdescLeft">&#160;</td><td class="mdescRight">Get the regularization parameter lambda through the <a class="el" href="classshark_1_1_i_parameterizable.html" title="Top level interface for everything that holds parameters.">IParameterizable</a> interface.  <br /></td></tr>
<tr class="separator:aa23ec16704158ce8b7f5d7f501f4429a"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:ac51f1a84959f0084f23490a7dcf2b7cb" id="r_ac51f1a84959f0084f23490a7dcf2b7cb"><td class="memItemLeft" align="right" valign="top">void&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classshark_1_1_lasso_regression.html#ac51f1a84959f0084f23490a7dcf2b7cb">setParameterVector</a> (const RealVector &amp;param)</td></tr>
<tr class="memdesc:ac51f1a84959f0084f23490a7dcf2b7cb"><td class="mdescLeft">&#160;</td><td class="mdescRight">Set the regularization parameter lambda through the <a class="el" href="classshark_1_1_i_parameterizable.html" title="Top level interface for everything that holds parameters.">IParameterizable</a> interface.  <br /></td></tr>
<tr class="separator:ac51f1a84959f0084f23490a7dcf2b7cb"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a5ed477193272500aedbb7f1191fb8e29" id="r_a5ed477193272500aedbb7f1191fb8e29"><td class="memItemLeft" align="right" valign="top">size_t&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classshark_1_1_lasso_regression.html#a5ed477193272500aedbb7f1191fb8e29">numberOfParameters</a> () const</td></tr>
<tr class="memdesc:a5ed477193272500aedbb7f1191fb8e29"><td class="mdescLeft">&#160;</td><td class="mdescRight">Return the number of parameters (one in this case).  <br /></td></tr>
<tr class="separator:a5ed477193272500aedbb7f1191fb8e29"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:acf451db20a82eef8547629c28db9db4e" id="r_acf451db20a82eef8547629c28db9db4e"><td class="memItemLeft" align="right" valign="top">void&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classshark_1_1_lasso_regression.html#acf451db20a82eef8547629c28db9db4e">train</a> (<a class="el" href="classshark_1_1_lasso_regression.html#aaa5953a1525e6777f08097307bf5b792">ModelType</a> &amp;model, <a class="el" href="classshark_1_1_lasso_regression.html#ad09457449981c6e602f53d65d184c1a7">DataType</a> const &amp;dataset)</td></tr>
<tr class="memdesc:acf451db20a82eef8547629c28db9db4e"><td class="mdescLeft">&#160;</td><td class="mdescRight">Train a linear model with LASSO regression.  <br /></td></tr>
<tr class="separator:acf451db20a82eef8547629c28db9db4e"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="inherit_header pub_methods_classshark_1_1_abstract_trainer"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_classshark_1_1_abstract_trainer')"><img src="closed.png" alt="-"/>&#160;Public Member Functions inherited from <a class="el" href="classshark_1_1_abstract_trainer.html">shark::AbstractTrainer&lt; Model, LabelTypeT &gt;</a></td></tr>
<tr class="memitem:a71d3fd2567473d746ecb733d7fa28c7e inherit pub_methods_classshark_1_1_abstract_trainer" id="r_a71d3fd2567473d746ecb733d7fa28c7e"><td class="memItemLeft" align="right" valign="top">virtual void&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classshark_1_1_abstract_trainer.html#a71d3fd2567473d746ecb733d7fa28c7e">train</a> (<a class="el" href="classshark_1_1_abstract_trainer.html#a0d5c9d35b614d6a33e4e8bfeaf1e9298">ModelType</a> &amp;model, <a class="el" href="classshark_1_1_abstract_trainer.html#aa4730fe9d59622d35d95cd4233f8d7af">DatasetType</a> const &amp;dataset)=0</td></tr>
<tr class="memdesc:a71d3fd2567473d746ecb733d7fa28c7e inherit pub_methods_classshark_1_1_abstract_trainer"><td class="mdescLeft">&#160;</td><td class="mdescRight">Core of the Trainer interface.  <br /></td></tr>
<tr class="separator:a71d3fd2567473d746ecb733d7fa28c7e inherit pub_methods_classshark_1_1_abstract_trainer"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="inherit_header pub_methods_classshark_1_1_i_nameable"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_classshark_1_1_i_nameable')"><img src="closed.png" alt="-"/>&#160;Public Member Functions inherited from <a class="el" href="classshark_1_1_i_nameable.html">shark::INameable</a></td></tr>
<tr class="memitem:a877dbdfc6b58ea836495143cea44a98c inherit pub_methods_classshark_1_1_i_nameable" id="r_a877dbdfc6b58ea836495143cea44a98c"><td class="memItemLeft" align="right" valign="top">virtual&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classshark_1_1_i_nameable.html#a877dbdfc6b58ea836495143cea44a98c">~INameable</a> ()</td></tr>
<tr class="separator:a877dbdfc6b58ea836495143cea44a98c inherit pub_methods_classshark_1_1_i_nameable"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="inherit_header pub_methods_classshark_1_1_i_serializable"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_classshark_1_1_i_serializable')"><img src="closed.png" alt="-"/>&#160;Public Member Functions inherited from <a class="el" href="classshark_1_1_i_serializable.html">shark::ISerializable</a></td></tr>
<tr class="memitem:a7baa9ce108d7278822297ce15882782a inherit pub_methods_classshark_1_1_i_serializable" id="r_a7baa9ce108d7278822297ce15882782a"><td class="memItemLeft" align="right" valign="top">virtual&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classshark_1_1_i_serializable.html#a7baa9ce108d7278822297ce15882782a">~ISerializable</a> ()</td></tr>
<tr class="memdesc:a7baa9ce108d7278822297ce15882782a inherit pub_methods_classshark_1_1_i_serializable"><td class="mdescLeft">&#160;</td><td class="mdescRight">Virtual d'tor.  <br /></td></tr>
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<tr class="memitem:ad4ad9a7c274deff642f91e98417fbc63 inherit pub_methods_classshark_1_1_i_serializable" id="r_ad4ad9a7c274deff642f91e98417fbc63"><td class="memItemLeft" align="right" valign="top">virtual void&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classshark_1_1_i_serializable.html#ad4ad9a7c274deff642f91e98417fbc63">read</a> (<a class="el" href="namespaceshark.html#ada68729491840669e47c8ad42282424f">InArchive</a> &amp;archive)</td></tr>
<tr class="memdesc:ad4ad9a7c274deff642f91e98417fbc63 inherit pub_methods_classshark_1_1_i_serializable"><td class="mdescLeft">&#160;</td><td class="mdescRight">Read the component from the supplied archive.  <br /></td></tr>
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<tr class="memdesc:a9bddedd42933c922e323b73131f62f12 inherit pub_methods_classshark_1_1_i_serializable"><td class="mdescLeft">&#160;</td><td class="mdescRight">Write the component to the supplied archive.  <br /></td></tr>
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<tr class="memitem:abdda0c5b8e065b8afbac2cba8f58e841 inherit pub_methods_classshark_1_1_i_serializable" id="r_abdda0c5b8e065b8afbac2cba8f58e841"><td class="memItemLeft" align="right" valign="top">void&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classshark_1_1_i_serializable.html#abdda0c5b8e065b8afbac2cba8f58e841">load</a> (<a class="el" href="namespaceshark.html#ada68729491840669e47c8ad42282424f">InArchive</a> &amp;archive, unsigned int version)</td></tr>
<tr class="memdesc:abdda0c5b8e065b8afbac2cba8f58e841 inherit pub_methods_classshark_1_1_i_serializable"><td class="mdescLeft">&#160;</td><td class="mdescRight">Versioned loading of components, calls read(...).  <br /></td></tr>
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<tr class="memdesc:a5bf66fa8db15cc529bec98976a2f5255 inherit pub_methods_classshark_1_1_i_serializable"><td class="mdescLeft">&#160;</td><td class="mdescRight">Versioned storing of components, calls write(...).  <br /></td></tr>
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<tr class="inherit_header pub_methods_classshark_1_1_i_parameterizable"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_classshark_1_1_i_parameterizable')"><img src="closed.png" alt="-"/>&#160;Public Member Functions inherited from <a class="el" href="classshark_1_1_i_parameterizable.html">shark::IParameterizable&lt; VectorType &gt;</a></td></tr>
<tr class="memitem:a9e3a11172e74d1aa7292f3de4e2b6ebc inherit pub_methods_classshark_1_1_i_parameterizable" id="r_a9e3a11172e74d1aa7292f3de4e2b6ebc"><td class="memItemLeft" align="right" valign="top">virtual&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classshark_1_1_i_parameterizable.html#a9e3a11172e74d1aa7292f3de4e2b6ebc">~IParameterizable</a> ()</td></tr>
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<tr class="heading"><td colspan="2"><h2 class="groupheader"><a id="pro-attribs" name="pro-attribs"></a>
Protected Attributes</h2></td></tr>
<tr class="memitem:a5cb2b80c46682ceaf024501043bd6cb8" id="r_a5cb2b80c46682ceaf024501043bd6cb8"><td class="memItemLeft" align="right" valign="top">double&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classshark_1_1_lasso_regression.html#a5cb2b80c46682ceaf024501043bd6cb8">m_lambda</a></td></tr>
<tr class="memdesc:a5cb2b80c46682ceaf024501043bd6cb8"><td class="mdescLeft">&#160;</td><td class="mdescRight">regularization parameter  <br /></td></tr>
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<tr class="memitem:af10df12bdcf1d2b03a71c5867a51cd9f" id="r_af10df12bdcf1d2b03a71c5867a51cd9f"><td class="memItemLeft" align="right" valign="top">double&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classshark_1_1_lasso_regression.html#af10df12bdcf1d2b03a71c5867a51cd9f">m_accuracy</a></td></tr>
<tr class="memdesc:af10df12bdcf1d2b03a71c5867a51cd9f"><td class="mdescLeft">&#160;</td><td class="mdescRight">gradient accuracy  <br /></td></tr>
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<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><div class="compoundTemplParams">template&lt;class InputVectorType = RealVector&gt;<br />
class shark::LassoRegression&lt; InputVectorType &gt;</div><p>LASSO Regression. </p>
<p>LASSO Regression extracts a sparse vector of regression coefficients. The original method amounts to L1-constrained least squares regression, while this implementation uses an L1 penalty instead of a constraint (which is equivalent).</p>
<p>For data vectors \( x_i \) with real-valued labels \( y_i \) the trainer solves the problem \( \min_w \quad \frac{1}{2} \sum_i (w^T x_i - y_i)^2 + \lambda \|w\|_1 \). The target accuracy of the solution is measured in terms of the smallest component of the gradient of the objective function.</p>
<p>The trainer has one template parameter, namely the type of the input vectors \( x_i \). These need to be vector valued, typically either RealVector of CompressedRealVector. The resulting weight vector w is represented by a <a class="el" href="classshark_1_1_linear_model.html" title="Linear Prediction with optional activation function.">LinearModel</a> object. Currently model outputs and labels are restricted to a single dimension. </p>

<p class="definition">Definition at line <a class="el" href="_lasso_regression_8h_source.html#l00069">69</a> of file <a class="el" href="_lasso_regression_8h_source.html">LassoRegression.h</a>.</p>
</div><h2 class="groupheader">Member Typedef Documentation</h2>
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<h2 class="memtitle"><span class="permalink"><a href="#ad09457449981c6e602f53d65d184c1a7">&#9670;&#160;</a></span>DataType</h2>

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template&lt;class InputVectorType  = RealVector&gt; </div>
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          <td class="memname">typedef <a class="el" href="classshark_1_1_labeled_data.html">LabeledData</a>&lt;InputVectorType, RealVector&gt; <a class="el" href="classshark_1_1_lasso_regression.html">shark::LassoRegression</a>&lt; InputVectorType &gt;::DataType</td>
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<p class="definition">Definition at line <a class="el" href="_lasso_regression_8h_source.html#l00073">73</a> of file <a class="el" href="_lasso_regression_8h_source.html">LassoRegression.h</a>.</p>

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<h2 class="memtitle"><span class="permalink"><a href="#aaa5953a1525e6777f08097307bf5b792">&#9670;&#160;</a></span>ModelType</h2>

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template&lt;class InputVectorType  = RealVector&gt; </div>
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          <td class="memname">typedef <a class="el" href="classshark_1_1_linear_model.html">LinearModel</a>&lt;InputVectorType&gt; <a class="el" href="classshark_1_1_lasso_regression.html">shark::LassoRegression</a>&lt; InputVectorType &gt;::ModelType</td>
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<p class="definition">Definition at line <a class="el" href="_lasso_regression_8h_source.html#l00072">72</a> of file <a class="el" href="_lasso_regression_8h_source.html">LassoRegression.h</a>.</p>

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<h2 class="groupheader">Constructor &amp; Destructor Documentation</h2>
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<h2 class="memtitle"><span class="permalink"><a href="#a6d72b15b0f10134187f75ecf51d2dde2">&#9670;&#160;</a></span>LassoRegression()</h2>

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template&lt;class InputVectorType  = RealVector&gt; </div>
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          <td class="memname"><a class="el" href="classshark_1_1_lasso_regression.html">shark::LassoRegression</a>&lt; InputVectorType &gt;::LassoRegression </td>
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<p>Constructor. </p>
<dl class="params"><dt>Parameters</dt><dd>
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    <tr><td class="paramname">lambda</td><td>value of the regularization parameter (see class description) </td></tr>
    <tr><td class="paramname">accuracy</td><td>stopping criterion for the iterative solver, maximal gradient component of the objective function (see class description) </td></tr>
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<p class="definition">Definition at line <a class="el" href="_lasso_regression_8h_source.html#l00079">79</a> of file <a class="el" href="_lasso_regression_8h_source.html">LassoRegression.h</a>.</p>

<p class="reference">References <a class="el" href="classshark_1_1_lasso_regression.html#af10df12bdcf1d2b03a71c5867a51cd9f">shark::LassoRegression&lt; InputVectorType &gt;::m_accuracy</a>, <a class="el" href="classshark_1_1_lasso_regression.html#a5cb2b80c46682ceaf024501043bd6cb8">shark::LassoRegression&lt; InputVectorType &gt;::m_lambda</a>, and <a class="el" href="_exception_8h.html#abd848215f138fc44f696aecb3e417e6c">RANGE_CHECK</a>.</p>

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<h2 class="groupheader">Member Function Documentation</h2>
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<h2 class="memtitle"><span class="permalink"><a href="#a9b0659679b615f23713ac8a3669e6de1">&#9670;&#160;</a></span>accuracy()</h2>

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<p>Return the current setting of the accuracy (maximal gradient component of the optimization problem). </p>

<p class="definition">Definition at line <a class="el" href="_lasso_regression_8h_source.html#l00106">106</a> of file <a class="el" href="_lasso_regression_8h_source.html">LassoRegression.h</a>.</p>

<p class="reference">References <a class="el" href="classshark_1_1_lasso_regression.html#af10df12bdcf1d2b03a71c5867a51cd9f">shark::LassoRegression&lt; InputVectorType &gt;::m_accuracy</a>.</p>

<p class="reference">Referenced by <a class="el" href="classshark_1_1_lasso_regression.html#a02b6de49b279a6bb90e1fcbd213a889f">shark::LassoRegression&lt; InputVectorType &gt;::setAccuracy()</a>.</p>

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<h2 class="memtitle"><span class="permalink"><a href="#a424828aaade483a29aab0382ebbaceb8">&#9670;&#160;</a></span>lambda()</h2>

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template&lt;class InputVectorType  = RealVector&gt; </div>
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<p>Return the current setting of the regularization parameter. </p>

<p class="definition">Definition at line <a class="el" href="_lasso_regression_8h_source.html#l00093">93</a> of file <a class="el" href="_lasso_regression_8h_source.html">LassoRegression.h</a>.</p>

<p class="reference">References <a class="el" href="classshark_1_1_lasso_regression.html#a5cb2b80c46682ceaf024501043bd6cb8">shark::LassoRegression&lt; InputVectorType &gt;::m_lambda</a>.</p>

<p class="reference">Referenced by <a class="el" href="classshark_1_1_lasso_regression.html#ad0a5195a4cf6ad535238f9330e61abd9">shark::LassoRegression&lt; InputVectorType &gt;::setLambda()</a>, and <a class="el" href="classshark_1_1_lasso_regression.html#acf451db20a82eef8547629c28db9db4e">shark::LassoRegression&lt; InputVectorType &gt;::train()</a>.</p>

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<h2 class="memtitle"><span class="permalink"><a href="#ad8508272dd9a2c5821c85587c26dd3b2">&#9670;&#160;</a></span>name()</h2>

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<p>From <a class="el" href="classshark_1_1_i_nameable.html" title="This class is an interface for all objects which can have a name.">INameable</a>: return the class name. </p>

<p>Reimplemented from <a class="el" href="classshark_1_1_i_nameable.html#a9893f99314de30cd472e649c235d0db4">shark::INameable</a>.</p>

<p class="definition">Definition at line <a class="el" href="_lasso_regression_8h_source.html#l00088">88</a> of file <a class="el" href="_lasso_regression_8h_source.html">LassoRegression.h</a>.</p>

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<h2 class="memtitle"><span class="permalink"><a href="#a5ed477193272500aedbb7f1191fb8e29">&#9670;&#160;</a></span>numberOfParameters()</h2>

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<p>Return the number of parameters (one in this case). </p>

<p>Reimplemented from <a class="el" href="classshark_1_1_i_parameterizable.html#aed1e8d1d4dbde387e2f6a25141ed3a20">shark::IParameterizable&lt; VectorType &gt;</a>.</p>

<p class="definition">Definition at line <a class="el" href="_lasso_regression_8h_source.html#l00133">133</a> of file <a class="el" href="_lasso_regression_8h_source.html">LassoRegression.h</a>.</p>

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<h2 class="memtitle"><span class="permalink"><a href="#aa23ec16704158ce8b7f5d7f501f4429a">&#9670;&#160;</a></span>parameterVector()</h2>

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template&lt;class InputVectorType  = RealVector&gt; </div>
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<p>Get the regularization parameter lambda through the <a class="el" href="classshark_1_1_i_parameterizable.html" title="Top level interface for everything that holds parameters.">IParameterizable</a> interface. </p>

<p>Reimplemented from <a class="el" href="classshark_1_1_i_parameterizable.html#afaa2ba692ab64a0edbff60d7ee6794db">shark::IParameterizable&lt; VectorType &gt;</a>.</p>

<p class="definition">Definition at line <a class="el" href="_lasso_regression_8h_source.html#l00119">119</a> of file <a class="el" href="_lasso_regression_8h_source.html">LassoRegression.h</a>.</p>

<p class="reference">References <a class="el" href="classshark_1_1_lasso_regression.html#a5cb2b80c46682ceaf024501043bd6cb8">shark::LassoRegression&lt; InputVectorType &gt;::m_lambda</a>.</p>

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<h2 class="memtitle"><span class="permalink"><a href="#a02b6de49b279a6bb90e1fcbd213a889f">&#9670;&#160;</a></span>setAccuracy()</h2>

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template&lt;class InputVectorType  = RealVector&gt; </div>
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<p>Set the accuracy (maximal gradient component of the optimization problem). </p>

<p class="definition">Definition at line <a class="el" href="_lasso_regression_8h_source.html#l00112">112</a> of file <a class="el" href="_lasso_regression_8h_source.html">LassoRegression.h</a>.</p>

<p class="reference">References <a class="el" href="classshark_1_1_lasso_regression.html#a9b0659679b615f23713ac8a3669e6de1">shark::LassoRegression&lt; InputVectorType &gt;::accuracy()</a>, <a class="el" href="classshark_1_1_lasso_regression.html#af10df12bdcf1d2b03a71c5867a51cd9f">shark::LassoRegression&lt; InputVectorType &gt;::m_accuracy</a>, and <a class="el" href="_exception_8h.html#abd848215f138fc44f696aecb3e417e6c">RANGE_CHECK</a>.</p>

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<h2 class="memtitle"><span class="permalink"><a href="#ad0a5195a4cf6ad535238f9330e61abd9">&#9670;&#160;</a></span>setLambda()</h2>

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template&lt;class InputVectorType  = RealVector&gt; </div>
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<p>Set the regularization parameter. </p>

<p class="definition">Definition at line <a class="el" href="_lasso_regression_8h_source.html#l00099">99</a> of file <a class="el" href="_lasso_regression_8h_source.html">LassoRegression.h</a>.</p>

<p class="reference">References <a class="el" href="classshark_1_1_lasso_regression.html#a424828aaade483a29aab0382ebbaceb8">shark::LassoRegression&lt; InputVectorType &gt;::lambda()</a>, <a class="el" href="classshark_1_1_lasso_regression.html#a5cb2b80c46682ceaf024501043bd6cb8">shark::LassoRegression&lt; InputVectorType &gt;::m_lambda</a>, and <a class="el" href="_exception_8h.html#abd848215f138fc44f696aecb3e417e6c">RANGE_CHECK</a>.</p>

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<h2 class="memtitle"><span class="permalink"><a href="#ac51f1a84959f0084f23490a7dcf2b7cb">&#9670;&#160;</a></span>setParameterVector()</h2>

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template&lt;class InputVectorType  = RealVector&gt; </div>
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<p>Set the regularization parameter lambda through the <a class="el" href="classshark_1_1_i_parameterizable.html" title="Top level interface for everything that holds parameters.">IParameterizable</a> interface. </p>

<p>Reimplemented from <a class="el" href="classshark_1_1_i_parameterizable.html#ad5e35d1a10ff36fa72ea787baa40e9ad">shark::IParameterizable&lt; VectorType &gt;</a>.</p>

<p class="definition">Definition at line <a class="el" href="_lasso_regression_8h_source.html#l00125">125</a> of file <a class="el" href="_lasso_regression_8h_source.html">LassoRegression.h</a>.</p>

<p class="reference">References <a class="el" href="classshark_1_1_lasso_regression.html#a5cb2b80c46682ceaf024501043bd6cb8">shark::LassoRegression&lt; InputVectorType &gt;::m_lambda</a>, <a class="el" href="_exception_8h.html#abd848215f138fc44f696aecb3e417e6c">RANGE_CHECK</a>, and <a class="el" href="_exception_8h.html#a42a6a50e4d06c00d60fbca5333f40768">SIZE_CHECK</a>.</p>

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<h2 class="memtitle"><span class="permalink"><a href="#acf451db20a82eef8547629c28db9db4e">&#9670;&#160;</a></span>train()</h2>

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<p>Train a linear model with LASSO regression. </p>

<p class="definition">Definition at line <a class="el" href="_lasso_regression_8h_source.html#l00139">139</a> of file <a class="el" href="_lasso_regression_8h_source.html">LassoRegression.h</a>.</p>

<p class="reference">References <a class="el" href="namespaceshark.html#a5478d144c4c997faf5c246dd8e2f85b8">shark::createBatch()</a>, <a class="el" href="group__shark__globals.html#gad9b0233e3adc882ed94f418f80767b09">shark::Data&lt; Type &gt;::elements()</a>, <a class="el" href="group__shark__globals.html#gae537f0e90beb970397cd7bb9250984e2">shark::inputDimension()</a>, <a class="el" href="group__shark__globals.html#ga6f74e657c7e0c8a32b2456fb328bd653">shark::LabeledData&lt; InputT, LabelT &gt;::inputs()</a>, <a class="el" href="group__shark__globals.html#ga6328a5aa2570c01a5ac5f25076071663">shark::LabeledData&lt; InputT, LabelT &gt;::labels()</a>, <a class="el" href="classshark_1_1_lasso_regression.html#a424828aaade483a29aab0382ebbaceb8">shark::LassoRegression&lt; InputVectorType &gt;::lambda()</a>, <a class="el" href="classshark_1_1_lasso_regression.html#af10df12bdcf1d2b03a71c5867a51cd9f">shark::LassoRegression&lt; InputVectorType &gt;::m_accuracy</a>, <a class="el" href="classshark_1_1_lasso_regression.html#a5cb2b80c46682ceaf024501043bd6cb8">shark::LassoRegression&lt; InputVectorType &gt;::m_lambda</a>, and <a class="el" href="classshark_1_1_linear_model.html#a901efd377ffaf2d09a50d2adcbd6f9d4">shark::LinearModel&lt; InputType, ActivationFunction &gt;::setStructure()</a>.</p>

<p class="reference">Referenced by <a class="el" href="_lasso_regression_8cpp.html#a3c04138a5bfe5d72780bb7e82a18e627">main()</a>.</p>

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<h2 class="groupheader">Member Data Documentation</h2>
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<h2 class="memtitle"><span class="permalink"><a href="#af10df12bdcf1d2b03a71c5867a51cd9f">&#9670;&#160;</a></span>m_accuracy</h2>

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template&lt;class InputVectorType  = RealVector&gt; </div>
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<p>gradient accuracy </p>

<p class="definition">Definition at line <a class="el" href="_lasso_regression_8h_source.html#l00336">336</a> of file <a class="el" href="_lasso_regression_8h_source.html">LassoRegression.h</a>.</p>

<p class="reference">Referenced by <a class="el" href="classshark_1_1_lasso_regression.html#a9b0659679b615f23713ac8a3669e6de1">shark::LassoRegression&lt; InputVectorType &gt;::accuracy()</a>, <a class="el" href="classshark_1_1_lasso_regression.html#a6d72b15b0f10134187f75ecf51d2dde2">shark::LassoRegression&lt; InputVectorType &gt;::LassoRegression()</a>, <a class="el" href="classshark_1_1_lasso_regression.html#a02b6de49b279a6bb90e1fcbd213a889f">shark::LassoRegression&lt; InputVectorType &gt;::setAccuracy()</a>, and <a class="el" href="classshark_1_1_lasso_regression.html#acf451db20a82eef8547629c28db9db4e">shark::LassoRegression&lt; InputVectorType &gt;::train()</a>.</p>

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<h2 class="memtitle"><span class="permalink"><a href="#a5cb2b80c46682ceaf024501043bd6cb8">&#9670;&#160;</a></span>m_lambda</h2>

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template&lt;class InputVectorType  = RealVector&gt; </div>
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<p>regularization parameter </p>

<p class="definition">Definition at line <a class="el" href="_lasso_regression_8h_source.html#l00335">335</a> of file <a class="el" href="_lasso_regression_8h_source.html">LassoRegression.h</a>.</p>

<p class="reference">Referenced by <a class="el" href="classshark_1_1_lasso_regression.html#a424828aaade483a29aab0382ebbaceb8">shark::LassoRegression&lt; InputVectorType &gt;::lambda()</a>, <a class="el" href="classshark_1_1_lasso_regression.html#a6d72b15b0f10134187f75ecf51d2dde2">shark::LassoRegression&lt; InputVectorType &gt;::LassoRegression()</a>, <a class="el" href="classshark_1_1_lasso_regression.html#aa23ec16704158ce8b7f5d7f501f4429a">shark::LassoRegression&lt; InputVectorType &gt;::parameterVector()</a>, <a class="el" href="classshark_1_1_lasso_regression.html#ad0a5195a4cf6ad535238f9330e61abd9">shark::LassoRegression&lt; InputVectorType &gt;::setLambda()</a>, <a class="el" href="classshark_1_1_lasso_regression.html#ac51f1a84959f0084f23490a7dcf2b7cb">shark::LassoRegression&lt; InputVectorType &gt;::setParameterVector()</a>, and <a class="el" href="classshark_1_1_lasso_regression.html#acf451db20a82eef8547629c28db9db4e">shark::LassoRegression&lt; InputVectorType &gt;::train()</a>.</p>

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<hr/>The documentation for this class was generated from the following file:<ul>
<li>include/shark/Algorithms/Trainers/<a class="el" href="_lasso_regression_8h_source.html">LassoRegression.h</a></li>
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